| Range | Return | Sharpe | Win% | Ave | Ave+ | Ave- | Max- | Underwater | Days % |
|---|---|---|---|---|---|---|---|---|---|
| 20 | 3 | 4.9 | 44 | 1 | 4 | 0 | (2) | 0 | 80 |
| 60 | 1 | 1.7 | 48 | 0 | 3 | (2) | (8) | 0 | 90 |
| 120 | 2 | 3.1 | 56 | 0 | 3 | (2) | (8) | 0 | 88 |
| 250 | 2 | 3.8 | 59 | 1 | 3 | (2) | (14) | 0 | 91 |
| 500 | 2 | 2.5 | 57 | 0 | 3 | (3) | (20) | (1) | 92 |
| 760 | 2 | 2.4 | 56 | 0 | 3 | (2) | (20) | (1) | 91 |
| 1260 | 1 | 2 | 56 | 0 | 3 | (2) | (20) | (1) | 90 |
| 2520 | 1 | 2.1 | 54 | 0 | 3 | (2) | (21) | (1) | 89 |
| All | 1 | 2.1 | 54 | 0 | 3 | (2) | (21) | (1) | 85 |
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | R | Sharpe | Win% | Trades | MaxLoss | UW | Max | Ave |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Avg | 0 | 0.1 | 0.3 | 0.1 | 0 | 0.2 | 0.2 | 0 | 0.2 | 0.1 | 0.1 | 0.1 | 1.4 | 2.1 | 55.9 | 243.6 | (0.2) | (0.5) | 0.1 | 0 |
| 2017 | 0.4 | 0.1 | 0.2 | 0.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.8 | 3.6 | 56 | 89 | (0.1) | (0.2) | 0.1 | 0 |
| 2016 | (0.2) | (0.1) | 0.5 | 0.1 | 0.2 | 0.5 | 0.3 | 0.2 | 0.3 | 0 | 0.2 | 0.1 | 2.1 | 2.8 | 59.9 | 252 | (0.2) | (0.5) | 0.1 | 0 |
| 2015 | (0.2) | 0.4 | 0.2 | 0.2 | 0.1 | 0 | 0.4 | (0.2) | 0.3 | 0.3 | (0.1) | (0.1) | 1.3 | 1.9 | 53.8 | 251 | (0.1) | (0.5) | 0.1 | 0 |
| 2014 | (0.3) | (0.1) | 0.1 | 0.1 | 0.2 | 0.2 | (0.1) | 0.1 | (0.1) | 0.1 | 0.2 | 0.2 | 0.6 | 1.3 | 53.7 | 238 | (0.1) | (0.5) | 0.1 | 0 |
| 2013 | 0.4 | 0 | 0.1 | 0 | 0 | (0.1) | 0.4 | (0.1) | 0.1 | 0 | 0.2 | 0.1 | 1.1 | 1.9 | 56.3 | 241 | (0.2) | (0.4) | 0 | 0 |
| 2012 | 0.4 | 0.3 | 0.6 | 0.1 | (0.4) | 0.5 | 0.1 | 0 | 0.2 | 0 | 0.2 | 0 | 2 | 2.4 | 55.9 | 236 | (0.2) | (0.5) | 0.1 | 0 |
| 2011 | 0.1 | 0 | 0 | 0.4 | 0.1 | (0.1) | (0.1) | (0.1) | (0.1) | 0.4 | 0.1 | 0.5 | 1.2 | 1.5 | 50.9 | 236 | (0.1) | (0.5) | 0.1 | 0 |
| 2010 | 0.2 | 0.3 | 0.3 | 0 | (0.1) | 0.1 | 0.3 | (0.1) | 0.4 | 0.4 | 0.1 | 0.5 | 2.4 | 3.7 | 60.9 | 243 | (0.1) | (0.3) | 0.1 | 0 |
| 2009 | 0.1 | 0 | 0 | 0.3 | 0.1 | 0.1 | 0.2 | 0.1 | 0.1 | 0 | 0 | 0.4 | 1.4 | 2.4 | 54.9 | 235 | (0.2) | (0.3) | 0.1 | 0 |
| 2008 | (0.2) | 0 | 0.1 | 0.4 | 0.2 | (0.2) | 0.1 | 0.2 | (0.5) | (0.3) | 0.1 | 0.3 | 0.2 | 0.1 | 43.2 | 231 | (0.1) | (0.8) | 0.1 | 0 |
| 2007 | 0.2 | 0.1 | 0.1 | 0.1 | 0.1 | 0 | (0.1) | (0.1) | 0.3 | 0 | (0.1) | 0.2 | 0.8 | 1.3 | 46.5 | 237 | (0.2) | (0.5) | 0.1 | 0 |
| 2006 | 0.2 | 0.1 | 0.1 | 0.1 | (0.3) | 0.3 | 0.2 | 0.2 | 0.2 | 0.4 | 0 | 0 | 1.5 | 2.6 | 55.3 | 237 | (0.2) | (0.4) | 0.1 | 0 |
| 2005 | 0 | 0.1 | 0 | 0 | 0.1 | 0 | 0 | 0 | 0 | 0 | 0.1 | 0 | 0.3 | 4.2 | 52 | 165 | 0 | (0.1) | 0 | 0 |